Question: Download the data from the following data table Yearly returns from 1929-1940 for the S&P 500, small stocks, corporate bonds, world portfolio, Treasury bills, and

Download the data from the following data table

Yearly returns from 1929-1940 for the S&P 500, small stocks, corporate bonds, world portfolio,

Treasury bills, and inflation (as measured by the CPI).

Year

S&P 500

Small Stocks

Corp Bonds

World Portfolio

Treasury Bills

CPI

1929

0.08906

0.43081

0.04320

0.07692

0.04471

0.00585

1930

0.25256

0.44698

0.06343

0.22574

0.02266

0.06395

1931

0.43861

0.54676

0.02380

0.39305

0.01153

0.09317

1932

0.08854

0.00471

0.12199

0.03030

0.00882

0.10274

1933

0.52880

2.16138

0.05255

0.66449

0.00516

0.00763

1934

0.02341

0.57195

0.09728

0.02552

0.00265

0.01515

1935

0.47221

0.69112

0.06860

0.22782

0.00171

0.02985

1936

0.32796

0.70023

0.06219

0.19283

0.00173

0.01449

1937

0.35258

0.56131

0.02546

0.16950

0.00267

0.02857

1938

0.33204

0.08928

0.04357

0.05614

0.00060

0.02778

1939

0.00914

0.04327

0.04247

0.01441

0.00042

0.00000

1940

0.10078

0.28063

0.04512

0.03528

0.00037

0.00714

a. Compute the average return for each of the assets from

1929

1940

(the Great Depression).

b. Compute the variance and standard deviation for each of the assets from

1929

1940.

c. Which asset was riskiest during the Great Depression? How does that fit with your intuition?

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